Carlson elliptic integral of the second kind

This commit is contained in:
Fredrik Johansson 2017-02-11 08:31:31 +01:00
parent 1ff095f89c
commit 30ef271aa2
4 changed files with 238 additions and 2 deletions

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@ -23,6 +23,8 @@ void acb_elliptic_rf(acb_t res, const acb_t x, const acb_t y, const acb_t z, int
void acb_elliptic_rj(acb_t res, const acb_t x, const acb_t y, const acb_t z, const acb_t p, int flags, slong prec);
void acb_elliptic_rg(acb_t res, const acb_t x, const acb_t y, const acb_t z, int flags, slong prec);
void acb_elliptic_rc1(acb_t res, const acb_t x, slong prec);
#ifdef __cplusplus

85
acb_elliptic/rg.c Normal file
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@ -0,0 +1,85 @@
/*
Copyright (C) 2017 Fredrik Johansson
This file is part of Arb.
Arb is free software: you can redistribute it and/or modify it under
the terms of the GNU Lesser General Public License (LGPL) as published
by the Free Software Foundation; either version 2.1 of the License, or
(at your option) any later version. See <http://www.gnu.org/licenses/>.
*/
#include "acb_elliptic.h"
void
_acb_elliptic_rg(acb_t res, const acb_t x, const acb_t y, const acb_t z,
int flags, slong prec)
{
acb_t a, b, c, t;
slong wp;
wp = prec + 10;
acb_init(a);
acb_init(b);
acb_init(c);
acb_init(t);
acb_elliptic_rf(a, x, y, z, 0, wp);
acb_mul(a, a, z, wp);
acb_elliptic_rj(b, x, y, z, z, 0, wp);
acb_sub(c, x, z, wp);
acb_mul(b, b, c, wp);
acb_sub(c, z, y, wp);
acb_mul(b, b, c, wp);
acb_div_ui(b, b, 3, wp);
acb_sqrt(c, x, wp);
acb_sqrt(t, y, wp);
acb_mul(c, c, t, wp);
acb_rsqrt(t, z, wp);
acb_mul(c, c, t, wp);
acb_add(res, a, b, wp);
acb_add(res, res, c, prec);
acb_mul_2exp_si(res, res, -1);
acb_clear(a);
acb_clear(b);
acb_clear(c);
acb_clear(t);
}
void
acb_elliptic_rg(acb_t res, const acb_t x, const acb_t y, const acb_t z,
int flags, slong prec)
{
if (acb_is_zero(x) && acb_is_zero(y))
{
acb_sqrt(res, z, prec);
acb_mul_2exp_si(res, res, -1);
}
else if (acb_is_zero(x) && acb_is_zero(z))
{
acb_sqrt(res, y, prec);
acb_mul_2exp_si(res, res, -1);
}
else if (acb_is_zero(y) && acb_is_zero(z))
{
acb_sqrt(res, x, prec);
acb_mul_2exp_si(res, res, -1);
}
else if (acb_contains_zero(z))
{
if (acb_contains_zero(y))
_acb_elliptic_rg(res, y, z, x, flags, prec);
else
_acb_elliptic_rg(res, x, z, y, flags, prec);
}
else
{
_acb_elliptic_rg(res, x, y, z, flags, prec);
}
}

134
acb_elliptic/test/t-rg.c Normal file
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@ -0,0 +1,134 @@
/*
Copyright (C) 2017 Fredrik Johansson
This file is part of Arb.
Arb is free software: you can redistribute it and/or modify it under
the terms of the GNU Lesser General Public License (LGPL) as published
by the Free Software Foundation; either version 2.1 of the License, or
(at your option) any later version. See <http://www.gnu.org/licenses/>.
*/
#include "acb_elliptic.h"
/* Test input from Carlson's paper and checked with mpmath. */
static const double testdata_rg[7][8] = {
{0.0, 0.0, 16.0, 0.0, 16.0, 0.0, 3.1415926535897932385, 0.0},
{2.0, 0.0, 3.0, 0.0, 4.0, 0.0, 1.7255030280692277601, 0.0},
{0.0, 0.0, 0.0, 1.0, 0.0, -1.0, 0.4236065423969895433, 0.0},
{-1.0, 1.0, 0.0, 1.0, 0.0, 0.0, 0.44660591677018372657, 0.70768352357515390073},
{0.0, -1.0, -1.0, 1.0, 0.0, 1.0, 0.36023392184473309034, 0.40348623401722113741},
{0.0, 0.0, 0.0796, 0.0, 4.0, 0.0, 1.0284758090288040022, 0.0},
/* more tests */
{0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0},
};
int main()
{
slong iter;
flint_rand_t state;
flint_printf("rg....");
fflush(stdout);
flint_randinit(state);
for (iter = 0; iter < 1000 * arb_test_multiplier(); iter++)
{
acb_t x, y, z, r1, r2;
slong prec1, prec2;
prec1 = 2 + n_randint(state, 300);
prec2 = 2 + n_randint(state, 300);
acb_init(x);
acb_init(y);
acb_init(z);
acb_init(r1);
acb_init(r2);
if (iter == 0)
{
slong k;
for (k = 0; k < 7; k++)
{
acb_set_d_d(x, testdata_rg[k][0], testdata_rg[k][1]);
acb_set_d_d(y, testdata_rg[k][2], testdata_rg[k][3]);
acb_set_d_d(z, testdata_rg[k][4], testdata_rg[k][5]);
acb_set_d_d(r2, testdata_rg[k][6], testdata_rg[k][7]);
mag_set_d(arb_radref(acb_realref(r2)), 1e-14 * fabs(testdata_rg[k][6]));
mag_set_d(arb_radref(acb_imagref(r2)), 1e-14 * fabs(testdata_rg[k][7]));
for (prec1 = 16; prec1 <= 256; prec1 *= 2)
{
acb_elliptic_rg(r1, x, y, z, 0, prec1);
if (!acb_overlaps(r1, r2) || acb_rel_accuracy_bits(r1) < prec1 * 0.9 - 10)
{
flint_printf("FAIL: overlap (testdata rg)\n\n");
flint_printf("prec = %wd, accuracy = %wd\n\n", prec1, acb_rel_accuracy_bits(r1));
flint_printf("x = "); acb_printd(x, 30); flint_printf("\n\n");
flint_printf("y = "); acb_printd(y, 30); flint_printf("\n\n");
flint_printf("z = "); acb_printd(z, 30); flint_printf("\n\n");
flint_printf("r1 = "); acb_printd(r1, 30); flint_printf("\n\n");
flint_printf("r2 = "); acb_printd(r2, 30); flint_printf("\n\n");
abort();
}
}
}
}
acb_randtest(x, state, 1 + n_randint(state, 300), 1 + n_randint(state, 30));
acb_randtest(y, state, 1 + n_randint(state, 300), 1 + n_randint(state, 30));
acb_randtest(z, state, 1 + n_randint(state, 300), 1 + n_randint(state, 30));
acb_elliptic_rg(r1, x, y, z, 0, prec1);
switch (n_randint(state, 6))
{
case 0:
acb_elliptic_rg(r2, x, y, z, 0, prec2);
break;
case 1:
acb_elliptic_rg(r2, x, z, y, 0, prec2);
break;
case 2:
acb_elliptic_rg(r2, y, x, z, 0, prec2);
break;
case 3:
acb_elliptic_rg(r2, y, z, x, 0, prec2);
break;
case 4:
acb_elliptic_rg(r2, z, x, y, 0, prec2);
break;
default:
acb_elliptic_rg(r2, z, y, x, 0, prec2);
break;
}
if (!acb_overlaps(r1, r2))
{
flint_printf("FAIL: overlap\n\n");
flint_printf("x = "); acb_printd(x, 30); flint_printf("\n\n");
flint_printf("y = "); acb_printd(y, 30); flint_printf("\n\n");
flint_printf("z = "); acb_printd(z, 30); flint_printf("\n\n");
flint_printf("r1 = "); acb_printd(r1, 30); flint_printf("\n\n");
flint_printf("r2 = "); acb_printd(r2, 30); flint_printf("\n\n");
abort();
}
acb_clear(x);
acb_clear(y);
acb_clear(z);
acb_clear(r1);
acb_clear(r2);
}
flint_randclear(state);
flint_cleanup();
flint_printf("PASS\n");
return EXIT_SUCCESS;
}

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@ -33,8 +33,10 @@ in [Car1995]_ and chapter 19 in [NIST2012]_.
\int_0^{\infty} \frac{dt}{\sqrt{(t+x)(t+y)(t+z)}}
where the square root extends continuously from positive infinity.
The function is well-defined for `x,y,z \notin (-\infty,0)`, and with
The integral is well-defined for `x,y,z \notin (-\infty,0)`, and with
at most one of `x,y,z` being zero.
When some parameters are negative real numbers, the function is
still defined by analytic continuation.
In general, one or more duplication steps are applied until
`x,y,z` are close enough to use a multivariate Taylor polynomial
@ -74,13 +76,26 @@ in [Car1995]_ and chapter 19 in [NIST2012]_.
should verify the results.
The special case `R_D(x, y, z) = R_J(x, y, z, z)`
may be computed by setting *y* and *z* to the same variable.
may be computed by setting *z* and *p* to the same variable.
This case is handled specially to avoid redundant arithmetic operations.
In this case, the algorithm is correct for all *x*, *y* and *z*.
The *flags* parameter is reserved for future use and currently
does nothing. Passing 0 results in default behavior.
.. function:: void acb_elliptic_rg(acb_t res, const acb_t x, const acb_t y, const acb_t z, int flags, slong prec)
Evaluates the Carlson symmetric elliptic integral of the second kind
.. math ::
R_G(x,y,z) = \frac{1}{4} \int_0^{\infty}
\frac{t}{\sqrt{(t+x)(t+y)(t+z)}}
\left( \frac{x}{t+x} + \frac{y}{t+y} + \frac{z}{t+z}\right) dt.
The evaluation is done by expressing `R_G` in terms of `R_F` and `R_D`.
There are no restrictions on the variables.
.. function:: void acb_elliptic_rc1(acb_t res, const acb_t x, slong prec)
This helper function computes the special case